Travel+Leisure Co (TNL)
54.16
+1.21
(+2.29%)
USD |
NYSE |
Nov 21, 16:00
53.67
-0.49
(-0.90%)
Pre-Market: 06:24
Travel+Leisure Max Drawdown (5Y): 67.77% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 67.77% |
| September 30, 2024 | 67.77% |
| August 31, 2024 | 67.77% |
| July 31, 2024 | 67.77% |
| June 30, 2024 | 67.77% |
| May 31, 2024 | 67.77% |
| April 30, 2024 | 67.77% |
| March 31, 2024 | 67.77% |
| February 29, 2024 | 67.77% |
| January 31, 2024 | 67.77% |
| December 31, 2023 | 67.77% |
| November 30, 2023 | 67.77% |
| October 31, 2023 | 67.77% |
| September 30, 2023 | 67.77% |
| August 31, 2023 | 67.77% |
| July 31, 2023 | 67.77% |
| June 30, 2023 | 67.77% |
| May 31, 2023 | 67.77% |
| April 30, 2023 | 67.77% |
| March 31, 2023 | 67.77% |
| February 28, 2023 | 67.77% |
| January 31, 2023 | 67.77% |
| December 31, 2022 | 67.77% |
| November 30, 2022 | 67.77% |
| October 31, 2022 | 67.77% |
| Date | Value |
|---|---|
| September 30, 2022 | 67.77% |
| August 31, 2022 | 67.77% |
| July 31, 2022 | 67.77% |
| June 30, 2022 | 67.77% |
| May 31, 2022 | 67.77% |
| April 30, 2022 | 67.77% |
| March 31, 2022 | 67.77% |
| February 28, 2022 | 67.77% |
| January 31, 2022 | 67.77% |
| December 31, 2021 | 67.77% |
| November 30, 2021 | 67.77% |
| October 31, 2021 | 67.77% |
| September 30, 2021 | 67.77% |
| August 31, 2021 | 67.77% |
| July 31, 2021 | 67.77% |
| June 30, 2021 | 67.77% |
| May 31, 2021 | 67.77% |
| April 30, 2021 | 67.77% |
| March 31, 2021 | 67.77% |
| February 28, 2021 | 67.77% |
| January 31, 2021 | 67.77% |
| December 31, 2020 | 67.77% |
| November 30, 2020 | 67.77% |
| October 31, 2020 | 67.77% |
| September 30, 2020 | 67.77% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
39.65%
Minimum
Nov 2019
67.77%
Maximum
Mar 2020
65.89%
Average
67.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Carnival Corp | 90.36% |
| Royal Caribbean Group | 83.27% |
| Norwegian Cruise Line Holdings Ltd | 87.81% |
| Ranpak Holdings Corp | -- |
| Eightco Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.66 |
| Beta (5Y) | 1.617 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.25% |
| Historical Sharpe Ratio (5Y) | 0.0499 |
| Historical Sortino (5Y) | 0.0654 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.79% |